Pages that link to "Item:Q2252393"
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The following pages link to A multivariate dependence measure for aggregating risks (Q2252393):
Displayed 12 items.
- On multivariate countermonotonic copulas and their actuarial application (Q323616) (← links)
- Measuring herd behavior: properties and pitfalls (Q1648669) (← links)
- The location of a minimum variance squared distance functional (Q2155839) (← links)
- Estimation of tail risk and moments using option prices with a novel pricing model under a distorted lognormal distribution (Q2193302) (← links)
- Comonotonic asset prices in arbitrage-free markets (Q2279857) (← links)
- On minimal copulas under the concordance order (Q2302826) (← links)
- Negative dependence concept in copulas and the marginal free herd behavior index (Q2351080) (← links)
- Measuring association via lack of co-monotonicity: the loc index and a problem of educational assessment (Q2351204) (← links)
- Financial interpretation of herd behavior index and its statistical estimation (Q2355272) (← links)
- On the multidimensional extension of countermonotonicity and its applications (Q2513457) (← links)
- A framework for robust measurement of implied correlation (Q2517482) (← links)
- Multivariate dependence among cyber risks based on \(L\)-hop propagation (Q2665874) (← links)